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Trade: TWT/USDT/360/MIDPOINT/HMA/7282

Strategy
TWT/USDT/360/MIDPOINT/HMA/7282
Pair
TWT_USDT
Interval
6h
Score
300073
Daily Profit
0.258098
Profit Factor
1.589591
Profitability
38.723404
Streak
32.419270
Best Strategy
Training Data Length
1701.500000
Evaluation Time
2025-09-26 19:03
Expiration Time
2025-11-14 15:04

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 439152.9195 382556.0383 56596.8812 427928.5415 499739.2478 -71810.7063
Total P&L (%) 439.1529 382.556 56.5969 427.9285 499.7392 -71.8107
Avg Daily Profit (%) 0.2581 0.2248 0.0333 0.0978 0.1053 -0.0744
Buy And Hold Return (%) 89.2526 89.2526 89.2526 89.2526 89.2526 89.2526
Max Trade Drawdown -102053 -66442 -49402 -668805 -379627 -305067
Profit Factor 1.5896 1.9881 1.1582 1.1273 1.3006 0.9577
Total Trades 235 117 118 235 117 118
Winning Trades 91 38 53 91 38 53
Losing Trades 144 79 65 144 79 65
Profitability (%) 38.7234 32.4786 44.9153 38.7234 32.4786 44.9153
Ratio Avg Win / Avg Loss 2.5154 4.1332 1.4205 1.7838 2.7039 1.1746
Largest Winning Trade 291571 291571 38356 269992 269992 208952
Largest Losing Trade -28472 -18320 -28472 -100550 -83659 -100550
Avg Bars in Trades 28 26 30 28 26 30
Avg Bars in Winners 47 47 48 47 47 48
Avg Bars in Losers 16 16 15 16 16 15
Bars Traded 6678 3093 3585 6678 3093 3585
Profit Streak 32.4193 32.4193 34.4193 32.4193 32.4193 34.4193
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 300073 138968 -361479 -144627 -57877 -579885

Evaluation Data

{
    "trading_pair": "TWT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6806,
    "evaluation_days": 1701.5,
    "actual_first_datapoint_time": 1611727200000,
    "first_datapoint_time": 1612958400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758902624930,
    "expiration_time": 1763125488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 17,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            439152.9195040428,
            382556.03826726,
            56596.8812367827,
            427928.5414765046,
            499739.2478098273,
            -71810.7063333224
        ],
        [
            439.15292,
            382.556038,
            56.596881,
            427.928541,
            499.739248,
            -71.810706
        ],
        [
            0.258098,
            0.224835,
            0.033263,
            0.097832,
            0.105335,
            -0.074391
        ],
        [
            89.252616,
            89.252616,
            89.252616,
            89.252616,
            89.252616,
            89.252616
        ],
        [
            -102053,
            -66442,
            -49402,
            -668805,
            -379627,
            -305067
        ],
        [
            1.589591,
            1.988109,
            1.158232,
            1.127283,
            1.300599,
            0.957747
        ],
        [
            235,
            117,
            118,
            235,
            117,
            118
        ],
        [
            91,
            38,
            53,
            91,
            38,
            53
        ],
        [
            144,
            79,
            65,
            144,
            79,
            65
        ],
        [
            38.723404,
            32.478632,
            44.915254,
            38.723404,
            32.478632,
            44.915254
        ],
        [
            2.515397,
            4.133175,
            1.420473,
            1.783833,
            2.703876,
            1.174595
        ],
        [
            291571,
            291571,
            38356,
            269992,
            269992,
            208952
        ],
        [
            -28472,
            -18320,
            -28472,
            -100550,
            -83659,
            -100550
        ],
        [
            28,
            26,
            30,
            28,
            26,
            30
        ],
        [
            47,
            47,
            48,
            47,
            47,
            48
        ],
        [
            16,
            16,
            15,
            16,
            16,
            15
        ],
        [
            6678,
            3093,
            3585,
            6678,
            3093,
            3585
        ],
        [
            32.41927,
            32.41927,
            34.41927,
            32.41927,
            32.41927,
            34.41927
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            300073,
            138968,
            -361479,
            -144627,
            -57877,
            -579885
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "TWT_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 6806,
    "evaluation_days": 1701.5,
    "actual_first_datapoint_time": 1611727200000,
    "first_datapoint_time": 1612958400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758902624930,
    "expiration_time": 1763125488000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midpoint",
        "factors": {
            "length": 58,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 17,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)